Our client is a Top-tier Korean Investment Bank with a large global presence across several offices in the APAC region, Europe and the United States. The firm's Equity Derivatives Trading team, based in Seoul headquarters are looking at extensively expanding their team and are recruiting experienced Quantitative Developer specialising in Derivatives Pricing and Risk Systems.
The responsibilities of the Derivatives Pricing and Risk Systems Developer include:
- Design, develop implement, and maintain equity derivatives pricing and risk monitoring systems
- Continuously improve system performance, stability, usability, and maintainability
- Optimise database usage and identify areas for further optimisation
- Obtain requirements from the structured products trading desk and formulate a development plan based on the requirements and overall business context
- Ensure continuous system stability and usability
- Translate business requirements into development plans
- Judge which technologies to apply to a specific problem
The desired attributes of the Derivatives Pricing and Risk Systems Developer include:
- Degree from STEM subject
- Proficient in C# and .NET Core standard libraries; Good SQL is added advantage
- Proficient in Git and Subversion
- Strong understanding of object-oriented programming
- Strong understanding of multi-threading, async and await programming paradigms
*Our client will cover full-visa sponsorship for candidates based overseas